Venues to check out (as a former Chicagoan):
The Metro is legendary in the city. Its where the more prominent Chicago bands of late have come up (Smashing Pumpkins, Alkaline Trio). If there is a good show there while you're in town, it is hard to beat.
The House of Blues is like any other. Worth missing unless there is a great show.
The bigger theaters are hit or miss dependent on schedule. The Vic, the Aragon, the Chicago Theater, and a few others fall into this category. They're good venues, but again, don't have a regular schedule that is all that great. Best bet would be to check out what they have coming up - of these, I recommend the Aragon the most. Its a cool space with good sound. The Vic is horribly ventilated, but a neat stage. The Chicago Theater is gorgeous and a landmark - but very few great concerts come through.
As far as small venues go, the best and most unique is the Fireside Bowl. But somebody mentioned to me lately that they had closed it down. Definitely worth looking into - its a bowling alley by day, and a rock venue at night. Its old, its dirty, and its absolutely wonderful.
The Abbey Pub, Schubas, the Double Door, the Elbo Room, and the Empty Bottle all fall into the smaller, more eclectic categories for music. The Abbey Pub has live music on most nights, and a pretty wide range. Schubas is the same way. The Double Door was almost closed down this year, but was saved due to citizen campaigning for it, so its a pretty beloved establishment among locals. The Elbo also has a full schedule. The Empty Bottle is very eclectic; lots of experimental, jazz, rock, and electronic stuff.
There are some other arena size venues - UIC Pavillion, Allstate Arena, United Center - but don't bother with those unless there is something huge going on.
Hope this helps! And enjoy - I'm jealous. Hit me up if you're looking for any other Chicago suggestions.
